考虑了一类具有随机Lipschitz系数的反射倒向随机微分方程。利用Snell包络证明了特殊形式下方程解的存在惟一性,利用不动点定理得到了一般形式下方程解的存在惟一性。
A class of reflected backward stochastic differential equations with a stochastic Lipschitz coefficient is considered.First,the existence and uniqueness of the solutions for those equations in a special form are proved via Snell envelope.Then the same result for those equations in general form is obtained by using the fixed point theorem.